-23.4%
BITO vs THC
+46.1%
-69.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.6% | -6.7% | +1.7% |
| 7D | -1.9% | +8.8% | -10.8% | -3.0% |
| 30D | -6.7% | +12.6% | -19.4% | -8.2% |
| 3M | +23.1% | +15.4% | +7.7% | +20.8% |
| 6M | -2.0% | +57.7% | -59.7% | -8.5% |
| YTD | -11.4% | +47.1% | -58.4% | -17.0% |
| 1Y | -23.4% | +40.7% | -64.0% | -27.5% |
| All | -23.4% | +46.1% | -69.5% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded THC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling